Link to things in the same repo, like a wiki or external document (if you're linking to external stuff anyway). You have to assume whatever you link to will disappear without notification. At least if it's in the repo, you can check out the old commit and get the file back, and hopefully find the commit where it was removed and see why it was removed.
If you link to Sharepoint or something it's useless as soon as that link changes.
It's also a misguided tools upgrade if they have no way to redirect, convert or otherwise handle old links.